Capacitor

Yes, those are coupling caps and are certainly and important ingredient to your amplifier’s sound.
Those are wonderful amplifiers with great build quality. I owned the 339 monoblock Reference amps and enjoyed them tremendously. Canary used Hovland capacitors for years. Hovland only makes the black colored Supercaps now. Are they in your amp now? Perhaps the older blue or yellow colored Hovland caps? Please let me know. Please let me know what’s in there now and I can help you decide if an upgrade is worth it and which ones are worth the time, money and effort.

The Miflex are forward sounding. If you want a more immediate and forward sound, then they will do that. I found their presentation was impairing my ability to enjoy music over longer listening sessions, Just too forced and compared to being at ease and set back a tad further.

Those amps deserve the best and will reflect the sound quality upgrade the right part will deliver. If you have the black Hovland Supercap, then I would not replace with Miflex. Not a worthwhile investment in time, dollars and effort.

The current caps are the Audio Theta ppk 0.33uf 600VDC

" I am using the Canary Grand reference with 8 tubes on each side when I opened the amp cover each tube had a cap underneath it"

You will need to do all the power tube caps at the same time. Sounds like you have 16 power tube caps? Ouch - that's a lot of caps you need to do. 

I'm not even going to ask what it will cost to replace the tubes ... 

Good luck

The Theta caps are really not bad. Forget the Humble Audio Review site comments on these as in electronics they are pretty good really.
That said, your amps are top notch and upgrading to VH Audio Odams is something you will hear and appreciate post burn in. You won’t have to strain to hear how much better the amps will sound. If you buy 16 the cost is some $63 each. I would contact Chris of VH Audio and see if he would work with you on another 10-15% off? Never know. These will be better than the Jupiter copper. If you get the price closer to $50-$55 each, then the 16 will cost about $320 more for the entire amp upgrade. Money well spent if you want to hear the most from your amp and plan to keep it for a long time. 

If the discounted price on the Odam caps is still too high, then I would stick with what you have. Other caps priced at $20-$30 each would be a sideways move for the most part. On paper, I would think the Miflex copper cap an upgrade, but my ears and experience have not proved that out.

Some of this is subjective for sure. That is why I asked if you want a more forward and upper mids highlighted sound. If you do, then the Milflex caps may be for you. Also, the cap must fit in the given space. The Miflex are huge!